Thank you, Jesus, for your atonement for my sins. Paid once and for all.
Romans 8:1
1 Therefore, there is now no condemnation for those who are in Christ Jesus, 2 because through Christ Jesus the law of the Spirit who gives life has set you[a] free from the law of sin and death. 3 For what the law was powerless to do because it was weakened by the flesh,[b] God did by sending his own Son in the likeness of sinful flesh to be a sin offering.[c] And so he condemned sin in the flesh, 4 in order that the righteous requirement of the law might be fully met in us, who do not live according to the flesh but according to the Spirit.
But that's not the whole story.
C.S. Lewis (who's pretty well thought of by Christians generally) had this to say:
I believe in Purgatory.Mind you, the Reformers had good reasons for throwing doubt on the 'Romish doctrine concerning Purgatory' as that Romish doctrine had then become.....
The right view returns magnificently in Newman's DREAM. There, if I remember it rightly, the saved soul, at the very foot of the throne, begs to be taken away and cleansed. It cannot bear for a moment longer 'With its darkness to affront that light'. Religion has claimed Purgatory.
Our souls demand Purgatory, don't they? Would it not break the heart if God said to us, 'It is true, my son, that your breath smells and your rags drip with mud and slime, but we are charitable here and no one will upbraid you with these things, nor draw away from you. Enter into the joy'? Should we not reply, 'With submission, sir, and if there is no objection, I'd rather be cleaned first.' 'It may hurt, you know' - 'Even so, sir.'
I assume that the process of purification will normally involve suffering. Partly from tradition; partly because most real good that has been done me in this life has involved it. But I don't think the suffering is the purpose of the purgation. I can well believe that people neither much worse nor much better than I will suffer less than I or more. . . . The treatment given will be the one required, whether it hurts little or much.
My favourite image on this matter comes from the dentist's chair. I hope that when the tooth of life is drawn and I am 'coming round',' a voice will say, 'Rinse your mouth out with this.' This will be Purgatory. The rinsing may take longer than I can now imagine. The taste of this may be more fiery and astringent than my present sensibility could endure. But . . . it will [not] be disgusting and unhallowed."
- C.S. Lewis, Letters To Malcolm: Chiefly on Prayer
You also might consider 1st Corinthians 3:13.